Quality minus junk factor: A study on asset pricing dynamics in the equity market of Pakistan
This study examines the role of quality minus junk factor in explaining cross-sectional differences in stock returns for the equity market of Pakistan. A new factor quality minus junk has been added to the existing Fama & French three factor model (1993) as a fourth factor to check whether it is pri...
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Institute of Business Administration
2021-01-01
|
| Schriftenreihe: | Business Review |
| Schlagworte: | |
| Online-Zugang: | https://ir.iba.edu.pk/businessreview/vol15/iss2/2/ |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|